Daily VWAP time zine

• 08/16/2024 at 3:34 AM #236422
  efahmy

  Could you please, help in how to adjust the daily VWAP to the Australian time zone

  

  efahmy

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  08/16/2024 at 10:15 AM #236426
  robertogozzi

  This is the classic VWAP indicator:

  if day <> day[1] then d = 0 else d = d + 1 if volume > 0 then VWAP = SUMMATION[d](volume * typicalprice) / SUMMATION[d](volume) endif endif RETURN VWAP as "VWAP"

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  if day <> day[1] then    d = 0 else    d = d + 1    if volume > 0 then       VWAP = SUMMATION[d](volume * typicalprice) / SUMMATION[d](volume)    endif endif RETURN VWAP as "VWAP"

  simply replace line 1 by:

  if Time = HHMMSS then

  1	if Time = HHMMSS then

  where HHMMSS is a 6-digit number formed by using 2 digits for the hour + 2 digits for the minute + 2 digits for the second (usually 00, unless you use seconds as TF). This is the time you choose to reset VWAP daily.

   

   

   

  

  robertogozzi

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  08/16/2024 at 10:22 AM #236427
  efahmy

  Many thanks mate

  

  efahmy

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